download_data_factors: Download and Process Factor Data

In tidyfinance: Tidy Finance Helper Functions

Download and Process Factor Data

Description

Downloads and processes factor data based on the specified type (Fama-French or Global Q), and date range. This function delegates to specific functions based on the type of factors requested: Fama-French or Global Q. It checks if the specified type is supported before proceeding with the download and processing.

Usage

download_data_factors(type, start_date = NULL, end_date = NULL)

Arguments

type	The type of dataset to download, indicating the factor model and frequency.
start_date	The start date for filtering the data, in "YYYY-MM-DD" format.
end_date	The end date for filtering the data, in "YYYY-MM-DD" format.

Value

A tibble with processed factor data, including dates, risk-free rates, market excess returns, and other factors, filtered by the specified date range.

Examples

  download_data_factors("factors_ff_3_monthly", "2000-01-01", "2020-12-31")
  download_data_factors("factors_ff_3_daily")
  download_data_factors("factors_q5_daily", "2020-01-01", "2020-12-31")

tidyfinance documentation built on April 3, 2025, 6:10 p.m.